-98.9%
AMC vs KMX
+0.4%
-99.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -1.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.2% | +4.1% | -5.3% | -3.1% |
| 3M | +42.2% | +27.5% | +14.7% | +25.1% |
| 6M | +118.8% | +43.6% | +75.2% | +78.8% |
| YTD | +64.1% | +56.8% | +7.3% | +27.5% |
| 1Y | -9.5% | -1.3% | -8.2% | -15.1% |
| 3Y | -64.3% | -25.4% | -39.0% | -63.2% |
| 5Y | -99.5% | -53.9% | -45.6% | -99.3% |
| 10Y | -98.9% | +0.7% | -99.6% | -99.1% |
| All | -98.9% | +0.4% | -99.4% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling